Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15/07/2024 | 1.44% | 0.70 CHF | 0.71 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 61,855 CHF | 62,755 CHF | 99.50% | 99.56% |
12/07/2024 | 1.42% | 0.72 CHF | 0.73 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 69,728 CHF | 70,728 CHF | 99.54% | 99.54% |
11/07/2024 | 1.56% | 0.68 CHF | 0.69 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 63,826 CHF | 64,826 CHF | 99.49% | 99.49% |
10/07/2024 | 1.61% | 0.67 CHF | 0.68 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 61,747 CHF | 62,747 CHF | 99.49% | 99.54% |
09/07/2024 | 1.65% | 0.58 CHF | 0.59 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 47,970 CHF | 48,770 CHF | 99.49% | 99.49% |
08/07/2024 | 1.18% | 0.83 CHF | 0.84 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 67,407 CHF | 68,207 CHF | 99.61% | 99.61% |
05/07/2024 | 1.13% | 0.83 CHF | 0.84 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 70,776 CHF | 71,576 CHF | 99.55% | 99.55% |
04/07/2024 | 1.14% | 0.88 CHF | 0.89 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 69,927 CHF | 70,727 CHF | 99.53% | 99.53% |
03/07/2024 | 1.21% | 0.84 CHF | 0.85 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 74,225 CHF | 75,125 CHF | 99.43% | 99.48% |
02/07/2024 | 1.35% | 0.75 CHF | 0.76 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 66,313 CHF | 67,213 CHF | 99.58% | 99.58% |